+81.3%
USB vs EWJ
+126.4%
-45.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.6% |
| 7D | +2.6% | +4.0% | -1.4% | -0.8% |
| 30D | +8.4% | -4.3% | +12.7% | +12.2% |
| 3M | -5.5% | -6.8% | +1.3% | -0.1% |
| 6M | +17.7% | -0.9% | +18.6% | +16.7% |
| YTD | +17.6% | +14.3% | +3.3% | +0.9% |
| 1Y | +33.9% | +15.3% | +18.6% | +13.8% |
| 3Y | +103.8% | +65.6% | +38.2% | +17.3% |
| 5Y | +25.6% | +47.5% | -21.9% | -18.0% |
| All | +81.3% | +126.4% | -45.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling